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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
-$5.23B
Cap. Flow %
-63.85%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,110

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24.9M
2
OEF icon
iShares S&P 100 ETF
OEF
+$8.46M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$7.69M
4
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$7.21M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.15M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.7M
2
MA icon
Mastercard
MA
+$9.23M
3
LMT icon
Lockheed Martin
LMT
+$8.03M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$7.15M
5
CMCSA icon
Comcast
CMCSA
+$5.76M

Sector Composition

Rank Sector Weight
1 Financials 0.72%
2 Technology 0.44%
3 Consumer Discretionary 0.44%
4 Industrials 0.42%
5 Healthcare 0.35%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SURE icon
2801
AdvisorShares Insider Advantage ETF
SURE
$56.6M
– –
-2,983
Closed -$209K
SWBI icon
2802
Smith & Wesson
SWBI
$658M
– –
-28,461
Closed -$340K
SYF icon
2803
PUT
Synchrony
SYF
$25.5B
– –
-61,800
Closed -$1.92M
SYY icon
2804
PUT
Sysco
SYY
$40.7B
– –
-7,500
Closed -$549K
TANH icon
2805
Tantech Holdings
TANH
$6.06M
– –
-5
Closed -$86K
TAP icon
2806
CALL
Molson Coors Class B
TAP
$7.83B
– –
-45,000
Closed -$2.77M
TAP icon
2807
Molson Coors Class B
TAP
$7.83B
– –
-7,720
Closed -$475K
TAP icon
2808
PUT
Molson Coors Class B
TAP
$7.83B
– –
-32,200
Closed -$1.98M
TCOM icon
2809
PUT
Trip.com Group
TCOM
$29.7B
– –
-10,200
Closed -$379K
TD icon
2810
CALL
Toronto Dominion Bank
TD
$200B
– –
-85,800
Closed -$5.22M
TD icon
2811
Toronto Dominion Bank
TD
$200B
– –
-38,272
Closed -$2.33M
TD icon
2812
PUT
Toronto Dominion Bank
TD
$200B
– –
-36,400
Closed -$2.21M
TDG icon
2813
TransDigm Group
TDG
$71.7B
– –
-1,104
Closed -$411K
TECK icon
2814
PUT
Teck Resources
TECK
$29.5B
– –
-56,000
Closed -$1.35M
TEL icon
2815
CALL
TE Connectivity
TEL
$59.2B
– –
-4,600
Closed -$404K
TEL icon
2816
PUT
TE Connectivity
TEL
$59.2B
– –
-22,000
Closed -$1.93M
TER icon
2817
CALL
Teradyne
TER
$57.3B
– –
-7,500
Closed -$277K
TER icon
2818
PUT
Teradyne
TER
$57.3B
– –
-6,000
Closed -$222K
TFI icon
2819
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.12B
– –
-49,615
Closed -$2.36M
THC icon
2820
CALL
Tenet Healthcare
THC
$20.1B
– –
-35,700
Closed -$1.02M
THC icon
2821
PUT
Tenet Healthcare
THC
$20.1B
– –
-18,600
Closed -$529K
TIMB icon
2822
TIM SA
TIMB
$9B
– –
-10,355
Closed -$150K
TKC icon
2823
Turkcell
TKC
$4.81B
– –
-23,989
Closed -$116K
TKR icon
2824
CALL
Timken Company
TKR
$9.85B
– –
-9,400
Closed -$469K
TKR icon
2825
PUT
Timken Company
TKR
$9.85B
– –
-13,400
Closed -$668K
111 112
113
114 115

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q4 2018 Portfolio in Review

As of Q4 2018, Two Sigma Securities held 3,194 positions worth $8.19B, down 47% from $15.4B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Two Sigma Securities withdrew a net $5.23B in Q4 2018, closing 1,110 positions and reducing 985 holdings. Its most notable exit was Lockheed Martin, an estimated $8.03M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, up from 0.49% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in iShares Russell 2000 Growth ETF worth $5.32M.

  • Two Sigma Securities's largest Q4 2018 buy was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M.
  • Two Sigma Securities added most to State Street Financial Select Sector SPDR ETF in Q4 2018, an estimated $24.9M increase.
  • Two Sigma Securities's biggest Q4 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $11.7M.
  • Two Sigma Securities fully exited Lockheed Martin in Q4 2018, selling an estimated $8.03M.
  • Two Sigma Securities's ten largest holdings make up 53% of its $8.19B portfolio in Q4 2018.
  • Two Sigma Securities opened 666 new positions and closed 1,110 in Q4 2018.
  • Two Sigma Securities's portfolio value fell 47% quarter-over-quarter to $8.19B.

Based on Two Sigma Securities's 13F filing for Q4 2018, filed 14 Feb 2019.